CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.6406	2.45
$α$	0.0412	2.94
$β$	0.8903	19.14
$γ_{1}$	-0.6215	-0.58
$γ_{2}$	1.2116	0.70
$γ_{3}$	-1.3226	-1.11
$γ_{4}$	1.6966	1.73
$γ_{5}$	-1.8287	-2.61
$γ_{6}$	1.6344	3.37
$γ_{7}$	-1.3815	-2.66
$γ_{8}$	0.8317	1.76
$γ_{9}$	-0.1690	-0.54
$γ_{10}$	-0.1407	-0.76

V-Lab

Centrale Danone Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Centrale Danone Analyses